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ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 22 | 22 | 26 | 30 | 17 | 26 | 28 | 27 | 26 | 24 | |
Exceeded High | 19 | 17 | 19 | 25 | 22 | 16 | 24 | 17 | 23 | 23 | 17 | |
Scenario Percentage | 90% | 77% | 86% | 96% | 73% | 94% | 92% | 61% | 85% | 88% | 71% | |
Avg Max Increase | 5.03% | 5.09% | 5.61% | 6.15% | 4.04% | 4.18% | 4.76% | 4.76% | 5.86% | 6.76% | 4.66% | |
Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 13.79% | 14.42% | 15.29% | 8.50% | |
Avg Days To Max Increase | 14 | 17 | 22 | 21 | 18 | 15 | 20 | 18 | 18 | 17 | 16 | |
Avg Max Decline | -0.95% | -1.24% | -1.50% | -1.23% | -2.17% | -1.31% | -1.76% | -1.52% | -2.02% | -1.82% | -0.87% | |
Max Decline | -2.60% | -4.56% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -7.68% | -4.16% | |
Avg Days to Max Decline | 7 | 11 | 13 | 9 | 12 | 10 | 13 | 10 | 7 | 13 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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